Actually, it's not true at all. Men are NOT always better at rock climbing. While high testosterone gives you more raw strength, and more height gives you more reach, women are generally smaller and have a higher power to weight ratio. It's not at all impossible for an elite female climber to beat an elite male on the same route. The key factor is, as mentioned, the ape index, which is how well your arms work for climbing. Gender differences tend to even out.